Just because you're paranoid doesn't mean they aren't after you.Catch-22 (motion picture) (1970). Nigel Rees, Cassell's Humorous Quotations, records two earlier versions: "Because a person has monomania she need not be wrong about her facts" (Dorothy Sayeers, Murder Must Advertise ch. 16 [1933]); and "Has it ever struck you that when people get persecution mania, they usually have a good deal to feel persecuted about?" (C. P. Snow, The Affair ch. 11 [1960]).

I've heard that in response to various different complaints about the government, from officers in various different branches in the armed forces. I always have assumed that it was an inside joke throughout the service.